This paper considers the estimation of dynamic threshold regression models with fixed effects using short panel data. We examine a two-step method, where the threshold parameter is estimated nonparametrically at the N-rate and the remaining parameters are estimated by GMM at the √N-rate. We...

This paper considers estimation of panel data models with fixed effects. First, we will show that a consistent "unrestricted fixed effects" estimator does not exist for autoregressive panel data models with initial conditions. We will derive necessary and sufficient conditions for the...

Purpose - In this paper, the author assesses if the effect of structural policies, macroeconomic indicators and demographic factors on employment elasticities over the period 2000-2017 can distinguish the former French colonies from the Anglophone ones. Design/methodology/approach – Using a...

Estimation of polynomial regression equations in one error-ridden variable and a number of error-free regressors, as well as an instrument set for the former is considered. Procedures for identification, operating on moments up to a certain order, are elaborated for single- and multi-equation...

The purpose of this paper is to investigate the correlation between female entrepreneurship and happiness within the Association of Southeast Asian Nations (ASEAN) region. The study uses a panel data model with two independent variables measuring female entrepreneurship and five control...

This paper proposes a new method to estimate quantile regressions with multiple fixed effects. The method, which expands on the strategy proposed by Machado and Santos Silva (2019), allows for the inclusion of multiple fixed effects and provides various alternatives for estimating standard...